# Get Historical Candlesticks
- Python
- Proto
- C#
- Java
- C++
- JavaScript
request_history_kline(code, start=None, end=None, ktype=KLType.K_DAY, autype=AuType.QFQ, fields=[KL_FIELD.ALL], max_count=1000, page_req_key=None, extended_time=False)
Description
Get historical candlesticks
Parameters
Parameter Type Description code str Stock code. start str Start time. Format: yyyy-MM-dd
For example: "2017-06-20".end str End time. Format: yyyy-MM-dd
For example: "2017-07-20".ktype KLType Candlestick type. autype AuType Type of adjustment. fields KL_FIELD List of fields to be returned. max_count int The maximum number of candlesticks returned in this request. - Sending None indicates that all data between start and end is returned.
- Note: OpenD requests all the data and then sends it to the script. If the number of candlesticks you want to obtain is more than 1000, it is recommended to select paging to prevent from timeout.
page_req_key bytes The key of the page request. If the number of candlesticks between start and end is more than max_count, then None should be passed at the first time you call this interface, and the page_req_key returned by the last call must be passed in the subsequent pagerequests. extended_time bool Need pre-market and after-hours data for US stocks or not. False: not need, True: need. session Session Get US stocks historical k-line in session - Only used to get historical k-line for US stocks in session.
- If you want to get 24H historical k-line data of US stocks, please use 'ALL'. The 'OVERNIGHT' is not allowed.
- Minimum version requirements: 9.2.4207
- The combination of start and end is as follows
Start type End type Description str str start and end are the specified dates respectively. None str start is 365 days before end. str None end is 365 days after start. None None end is the current date, start is 365 days before.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, historical candlestick data is returned. str If ret != RET_OK, error description is returned. page_req_key bytes The key of the next page request. - Historical candlestick data format as follows:
Field Type Description code str Stock code. name str Stock name. time_key str Candlestick time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.open float Open. close float Close. high float High. low float Low. pe_ratio float P/E ratio. This field is a ratio field, and % is not displayed.turnover_rate float Turnover rate. volume int Volume. turnover float Turnover. change_rate float Change rate. last_close float Yesterday's close.
- Historical candlestick data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data, page_req_key = quote_ctx.request_history_kline('US.AAPL', start='2019-09-11', end='2019-09-18', max_count=5) # 5 per page, request the first page
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['close'].values.tolist()) # The closing price of the first page is converted to a list
else:
print('error:', data)
while page_req_key != None: # Request all results after
print('*************************************')
ret, data, page_req_key = quote_ctx.request_history_kline('US.AAPL', start='2019-09-11', end='2019-09-18', max_count=5,page_req_key=page_req_key) # Request the page after turning data
if ret == RET_OK:
print(data)
else:
print('error:', data)
print('All pages are finished!')
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
code name time_key open close high low pe_ratio turnover_rate volume turnover change_rate last_close
0 US.AAPL APPLE 2019-09-11 00:00:00 52.631194 53.963447 53.992409 52.549135 18.773 0.01039 177158584 9.808562e+09 3.179511 52.300545
.. ... ... ... ... ... ... ... ... ... ... ... ... ...
4 US.AAPL APPLE 2019-09-17 00:00:00 53.087346 53.265945 53.294907 52.884612 18.530 0.00432 73545872 4.046314e+09 0.363802 53.072865
[5 rows x 13 columns]
US.AAPL
[53.9634465, 53.84156475, 52.7953125, 53.072865, 53.265945]
*************************************
code name time_key open close high low pe_ratio turnover_rate volume turnover change_rate last_close
0 US.AAPL APPLE 2019-09-18 00:00:00 53.352831 53.76554 53.784847 52.961844 18.704 0.00602 102572372 5.682068e+09 0.937925 53.265945
All pages are finished!
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# Qot_RequestHistoryKL.proto
Description
Get historical candlestics
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3103
uint RequestHistoryKL(QotRequestHistoryKL.Request req);
virtual void OnReply_RequestHistoryKL(FTAPI_Conn client, uint nSerialNo, QotRequestHistoryKL.Response rsp);
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotRequestHistoryKL.C2S c2s = QotRequestHistoryKL.C2S.CreateBuilder()
.SetRehabType((int)QotCommon.RehabType.RehabType_Forward)
.SetKlType((int)QotCommon.KLType.KLType_1Min)
.SetSecurity(sec)
.SetBeginTime("2020-09-01")
.SetEndTime("2020-09-10")
.Build();
QotRequestHistoryKL.Request req = QotRequestHistoryKL.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.RequestHistoryKL(req);
Console.Write("Send QotRequestHistoryKL: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_RequestHistoryKL(FTAPI_Conn client, uint nSerialNo, QotRequestHistoryKL.Response rsp) {
Console.Write("Reply: QotRequestHistoryKL: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("Code: {0}, lastClosePrice: {1} \n",
rsp.S2C.Security.Code,
rsp.S2C.KlListList[0].LastClosePrice);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6819076272648767075
Send QotRequestHistoryKL: 3
Reply: QotRequestHistoryKL: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
security {
market: 1
code: "00700"
}
klList {
time: "2020-09-01 09:30:00"
isBlank: false
highPrice: 535.9
openPrice: 535.9
lowPrice: 535.9
closePrice: 535.9
lastClosePrice: 528.9
volume: 665000
turnover: 357437500
turnoverRate: 0
pe: 0
changeRate: 1.3235016071090944
timestamp: 1598923800
}
...
klList {
time: "2020-09-09 16:00:00"
isBlank: false
highPrice: 503.9
openPrice: 502.4
lowPrice: 501.9
closePrice: 502.4
lastClosePrice: 502.9
volume: 1504800
turnover: 758472600
turnoverRate: 0
pe: 0
changeRate: -0.0994233446013124
timestamp: 1599638400
}
}
Code: 00700, lastClosePrice: 528.9
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int requestHistoryKL(QotRequestHistoryKL.Request req);
void onReply_RequestHistoryKL(FTAPI_Conn client, int nSerialNo, QotRequestHistoryKL.Response rsp);
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotRequestHistoryKL.C2S c2s = QotRequestHistoryKL.C2S.newBuilder()
.setRehabType(QotCommon.RehabType.RehabType_Forward_VALUE)
.setKlType(QotCommon.KLType.KLType_1Min_VALUE)
.setSecurity(sec)
.setBeginTime("2020-09-01")
.setEndTime("2020-09-02")
.build();
QotRequestHistoryKL.Request req = QotRequestHistoryKL.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.requestHistoryKL(req);
System.out.printf("Send QotRequestHistoryKL: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_RequestHistoryKL(FTAPI_Conn client, int nSerialNo, QotRequestHistoryKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotRequestHistoryKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotRequestHistoryKL: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotRequestHistoryKL: 2
Receive QotRequestHistoryKL: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2020-09-01 09:30:00",
"isBlank": false,
"highPrice": 535.9,
"openPrice": 535.9,
"lowPrice": 535.9,
"closePrice": 535.9,
"lastClosePrice": 528.9,
"volume": "665000",
"turnover": 3.574375E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": 1.3235016071090944,
"timestamp": 1.5989238E9
}, ... {
"time": "2020-09-01 16:00:00",
"isBlank": false,
"highPrice": 542.4,
"openPrice": 542.4,
"lowPrice": 537.4,
"closePrice": 537.4,
"lastClosePrice": 542.4,
"volume": "1303900",
"turnover": 7.0309225E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": -0.9218289085545722,
"timestamp": 1.5989472E9
}]
}
}
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Futu::u32_t RequestHistoryKL(const Qot_RequestHistoryKL::Request &stReq);
virtual void OnReply_RequestHistoryKL(Futu::u32_t nSerialNo, const Qot_RequestHistoryKL::Response &stRsp) = 0;
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Qot_RequestHistoryKL::Request req;
Qot_RequestHistoryKL::C2S *c2s = req.mutable_c2s();
c2s->set_rehabtype(1);
c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_begintime("2021-06-07");
c2s->set_endtime("2021-07-01");
m_RequestHistoryKLSerialNo = m_pQotApi->RequestHistoryKL(req);
cout << "Request RequestHistoryKL SerialNo: " << m_RequestHistoryKLSerialNo << endl;
}
virtual void OnReply_RequestHistoryKL(Futu::u32_t nSerialNo, const Qot_RequestHistoryKL::Response &stRsp){
if(nSerialNo == m_RequestHistoryKLSerialNo)
{
cout << "OnReply_RequestHistoryKL SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_RequestHistoryKLSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request RequestHistoryKL SerialNo: 3
OnReply_RequestHistoryKL SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-07 09:30:00",
"isBlank": false,
"highPrice": 611,
"openPrice": 611,
"lowPrice": 611,
"closePrice": 611,
"lastClosePrice": 611.5,
"volume": "250100",
"turnover": 152811100,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.081766148814390843,
"timestamp": 1623029400
},
{
"time": "2021-06-07 09:31:00",
"isBlank": false,
"highPrice": 611.5,
"openPrice": 611,
"lowPrice": 609,
"closePrice": 609.5,
"lastClosePrice": 611,
"volume": "230700",
"turnover": 140792100,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.24549918166939444,
"timestamp": 1623029460
},
...
{
"time": "2021-06-09 14:14:00",
"isBlank": false,
"highPrice": 601,
"openPrice": 600.5,
"lowPrice": 600,
"closePrice": 601,
"lastClosePrice": 600,
"volume": "19300",
"turnover": 11589150,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.16666666666666669,
"timestamp": 1623219240
}
]
}
}
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RequestHistoryKL(req);
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotRequestHistoryKL(){
const { RetType } = Common
const { RehabType, KLType, SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
rehabType: RehabType.RehabType_None,
klType: KLType.KLType_Day,
security:{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
beginTime: "2021-08-05",
endTime: "2021-08-10",
},
};
websocket.RequestHistoryKL(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("HistoryKL: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
OwnerPlate: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-08-05 00:00:00",
"isBlank": false,
"highPrice": 464.4,
"openPrice": 452.6,
"lowPrice": 432.6,
"closePrice": 439,
"lastClosePrice": 456.8,
"volume": "58625939",
"turnover": 26193545519,
"turnoverRate": 0.00611,
"pe": 22.137,
"changeRate": -3.896672504378286,
"timestamp": 1628092800
}, {
"time": "2021-08-06 00:00:00",
"isBlank": false,
"highPrice": 460.4,
"openPrice": 444.8,
"lowPrice": 440,
"closePrice": 453.6,
"lastClosePrice": 439,
"volume": "42946505",
"turnover": 19468783995,
"turnoverRate": 0.00447,
"pe": 22.873,
"changeRate": 3.3257403189066106,
"timestamp": 1628179200
}, {
"time": "2021-08-09 00:00:00",
"isBlank": false,
"highPrice": 472.4,
"openPrice": 447.8,
"lowPrice": 442.6,
"closePrice": 461.6,
"lastClosePrice": 453.6,
"volume": "40956433",
"turnover": 18847164570,
"turnoverRate": 0.00427,
"pe": 23.276,
"changeRate": 1.763668430335097,
"timestamp": 1628438400
}, {
"time": "2021-08-10 00:00:00",
"isBlank": false,
"highPrice": 493,
"openPrice": 478,
"lowPrice": 473.2,
"closePrice": 486.2,
"lastClosePrice": 461.6,
"volume": "40881986",
"turnover": 19749306230,
"turnoverRate": 0.00426,
"pe": 24.517,
"changeRate": 5.329289428076249,
"timestamp": 1628524800
}]
}
stop
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Interface Restrictions
- Candlestick data with timeframes of 60 minutes and below, is only supported for the last 8 years. Daily candlestick data is supported for the last 20 years. Daily above candlestick data is not restricted.
- We will issue historical candlestick quota based on your account assets and transaction conditions. Therefore, you can only obtain historical candlestick data for a limited number of stocks within 30 days. For specific rules, please refer to Subscription Quota & Historical Candlestick Quota. The historical candlestick quota you consume on that day will be automatically released after 30 days.
- A maximum of 60 requests per 30 seconds. Note: If you obtain data by page, this frequency limit rule is only applicable to the first time calling the interface, and subsequent pages request frequency is unlimited.
- Change rate, only supports timeframes of daily and above.
- Options related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes.
- The pre-market, after-hours and overnight candlestick of US stocks, only supports timeframes of 60 minutes and below. Since the pre-market, after-hours and overnight session of the US stock market are irregular trading hours, the candlestick data for this period may be less than 2 years.
- Turnover of US stocks, only supports data after 2015-10-12.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
request_history_kline(code, start=None, end=None, ktype=KLType.K_DAY, autype=AuType.QFQ, fields=[KL_FIELD.ALL], max_count=1000, page_req_key=None, extended_time=False)
Description
Get historical candlesticks
Parameters
Parameter Type Description code str Stock code. start str Start time. Format: yyyy-MM-dd
For example: "2017-06-20".end str End time. Format: yyyy-MM-dd
For example: "2017-07-20".ktype KLType Candlestick type. autype AuType Type of adjustment. fields KL_FIELD List of fields to be returned. max_count int The maximum number of candlesticks returned in this request. - Sending None indicates that all data between start and end is returned.
- Note: OpenD requests all the data and then sends it to the script. If the number of candlesticks you want to obtain is more than 1000, it is recommended to select paging to prevent from timeout.
page_req_key bytes The key of the page request. If the number of candlesticks between start and end is more than max_count, then None should be passed at the first time you call this interface, and the page_req_key returned by the last call must be passed in the subsequent pagerequests. extended_time bool Need pre-market and after-hours data for US stocks or not. False: not need, True: need. session Session Get US stocks historical k-line in session - Only used to get historical k-line for US stocks in session.
- If you want to get 24H historical k-line data of US stocks, please use 'ALL'. The 'OVERNIGHT' is not allowed.
- Minimum version requirements: 9.2.4207
- The combination of start and end is as follows
Start type End type Description str str start and end are the specified dates respectively. None str start is 365 days before end. str None end is 365 days after start. None None end is the current date, start is 365 days before.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, historical candlestick data is returned. str If ret != RET_OK, error description is returned. page_req_key bytes The key of the next page request. - Historical candlestick data format as follows:
Field Type Description code str Stock code. name str Stock name. time_key str Candlestick time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.open float Open. close float Close. high float High. low float Low. pe_ratio float P/E ratio. This field is a ratio field, and % is not displayed.turnover_rate float Turnover rate. volume int Volume. turnover float Turnover. change_rate float Change rate. last_close float Yesterday's close.
- Historical candlestick data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data, page_req_key = quote_ctx.request_history_kline('US.AAPL', start='2019-09-11', end='2019-09-18', max_count=5) # 5 per page, request the first page
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['close'].values.tolist()) # The closing price of the first page is converted to a list
else:
print('error:', data)
while page_req_key != None: # Request all results after
print('*************************************')
ret, data, page_req_key = quote_ctx.request_history_kline('US.AAPL', start='2019-09-11', end='2019-09-18', max_count=5,page_req_key=page_req_key) # Request the page after turning data
if ret == RET_OK:
print(data)
else:
print('error:', data)
print('All pages are finished!')
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
code name time_key open close high low pe_ratio turnover_rate volume turnover change_rate last_close
0 US.AAPL APPLE 2019-09-11 00:00:00 52.631194 53.963447 53.992409 52.549135 18.773 0.01039 177158584 9.808562e+09 3.179511 52.300545
.. ... ... ... ... ... ... ... ... ... ... ... ... ...
4 US.AAPL APPLE 2019-09-17 00:00:00 53.087346 53.265945 53.294907 52.884612 18.530 0.00432 73545872 4.046314e+09 0.363802 53.072865
[5 rows x 13 columns]
US.AAPL
[53.9634465, 53.84156475, 52.7953125, 53.072865, 53.265945]
*************************************
code name time_key open close high low pe_ratio turnover_rate volume turnover change_rate last_close
0 US.AAPL APPLE 2019-09-18 00:00:00 53.352831 53.76554 53.784847 52.961844 18.704 0.00602 102572372 5.682068e+09 0.937925 53.265945
All pages are finished!
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# Qot_RequestHistoryKL.proto
Description
Get historical candlestics
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3103
uint RequestHistoryKL(QotRequestHistoryKL.Request req);
virtual void OnReply_RequestHistoryKL(MMAPI_Conn client, uint nSerialNo, QotRequestHistoryKL.Response rsp);
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotRequestHistoryKL.C2S c2s = QotRequestHistoryKL.C2S.CreateBuilder()
.SetRehabType((int)QotCommon.RehabType.RehabType_Forward)
.SetKlType((int)QotCommon.KLType.KLType_1Min)
.SetSecurity(sec)
.SetBeginTime("2020-09-01")
.SetEndTime("2020-09-10")
.Build();
QotRequestHistoryKL.Request req = QotRequestHistoryKL.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.RequestHistoryKL(req);
Console.Write("Send QotRequestHistoryKL: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_RequestHistoryKL(MMAPI_Conn client, uint nSerialNo, QotRequestHistoryKL.Response rsp) {
Console.Write("Reply: QotRequestHistoryKL: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("Code: {0}, lastClosePrice: {1} \n",
rsp.S2C.Security.Code,
rsp.S2C.KlListList[0].LastClosePrice);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6819076272648767075
Send QotRequestHistoryKL: 3
Reply: QotRequestHistoryKL: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
security {
market: 1
code: "00700"
}
klList {
time: "2020-09-01 09:30:00"
isBlank: false
highPrice: 535.9
openPrice: 535.9
lowPrice: 535.9
closePrice: 535.9
lastClosePrice: 528.9
volume: 665000
turnover: 357437500
turnoverRate: 0
pe: 0
changeRate: 1.3235016071090944
timestamp: 1598923800
}
...
klList {
time: "2020-09-09 16:00:00"
isBlank: false
highPrice: 503.9
openPrice: 502.4
lowPrice: 501.9
closePrice: 502.4
lastClosePrice: 502.9
volume: 1504800
turnover: 758472600
turnoverRate: 0
pe: 0
changeRate: -0.0994233446013124
timestamp: 1599638400
}
}
Code: 00700, lastClosePrice: 528.9
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int requestHistoryKL(QotRequestHistoryKL.Request req);
void onReply_RequestHistoryKL(MMAPI_Conn client, int nSerialNo, QotRequestHistoryKL.Response rsp);
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotRequestHistoryKL.C2S c2s = QotRequestHistoryKL.C2S.newBuilder()
.setRehabType(QotCommon.RehabType.RehabType_Forward_VALUE)
.setKlType(QotCommon.KLType.KLType_1Min_VALUE)
.setSecurity(sec)
.setBeginTime("2020-09-01")
.setEndTime("2020-09-02")
.build();
QotRequestHistoryKL.Request req = QotRequestHistoryKL.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.requestHistoryKL(req);
System.out.printf("Send QotRequestHistoryKL: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_RequestHistoryKL(MMAPI_Conn client, int nSerialNo, QotRequestHistoryKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotRequestHistoryKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotRequestHistoryKL: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotRequestHistoryKL: 2
Receive QotRequestHistoryKL: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2020-09-01 09:30:00",
"isBlank": false,
"highPrice": 535.9,
"openPrice": 535.9,
"lowPrice": 535.9,
"closePrice": 535.9,
"lastClosePrice": 528.9,
"volume": "665000",
"turnover": 3.574375E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": 1.3235016071090944,
"timestamp": 1.5989238E9
}, ... {
"time": "2020-09-01 16:00:00",
"isBlank": false,
"highPrice": 542.4,
"openPrice": 542.4,
"lowPrice": 537.4,
"closePrice": 537.4,
"lastClosePrice": 542.4,
"volume": "1303900",
"turnover": 7.0309225E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": -0.9218289085545722,
"timestamp": 1.5989472E9
}]
}
}
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moomoo::u32_t RequestHistoryKL(const Qot_RequestHistoryKL::Request &stReq);
virtual void OnReply_RequestHistoryKL(moomoo::u32_t nSerialNo, const Qot_RequestHistoryKL::Response &stRsp) = 0;
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Qot_RequestHistoryKL::Request req;
Qot_RequestHistoryKL::C2S *c2s = req.mutable_c2s();
c2s->set_rehabtype(1);
c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_begintime("2021-06-07");
c2s->set_endtime("2021-07-01");
m_RequestHistoryKLSerialNo = m_pQotApi->RequestHistoryKL(req);
cout << "Request RequestHistoryKL SerialNo: " << m_RequestHistoryKLSerialNo << endl;
}
virtual void OnReply_RequestHistoryKL(moomoo::u32_t nSerialNo, const Qot_RequestHistoryKL::Response &stRsp){
if(nSerialNo == m_RequestHistoryKLSerialNo)
{
cout << "OnReply_RequestHistoryKL SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_RequestHistoryKLSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request RequestHistoryKL SerialNo: 3
OnReply_RequestHistoryKL SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-07 09:30:00",
"isBlank": false,
"highPrice": 611,
"openPrice": 611,
"lowPrice": 611,
"closePrice": 611,
"lastClosePrice": 611.5,
"volume": "250100",
"turnover": 152811100,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.081766148814390843,
"timestamp": 1623029400
},
{
"time": "2021-06-07 09:31:00",
"isBlank": false,
"highPrice": 611.5,
"openPrice": 611,
"lowPrice": 609,
"closePrice": 609.5,
"lastClosePrice": 611,
"volume": "230700",
"turnover": 140792100,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.24549918166939444,
"timestamp": 1623029460
},
...
{
"time": "2021-06-09 14:14:00",
"isBlank": false,
"highPrice": 601,
"openPrice": 600.5,
"lowPrice": 600,
"closePrice": 601,
"lastClosePrice": 600,
"volume": "19300",
"turnover": 11589150,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.16666666666666669,
"timestamp": 1623219240
}
]
}
}
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RequestHistoryKL(req);
Description
Get historical candlesticks
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, rehabilitation type
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlestick
required Qot_Common.Security security = 3; //Security code
required string beginTime = 4; //Start time string (Format: yyyy-MM-dd)
required string endTime = 5; //End time string (Format: yyyy-MM-dd)
optional int32 maxAckKLNum = 6; //How many candlesticks can be returned at most, if not specified, it means no limit
optional int64 needKLFieldsFlag = 7; //Specific fields of candlestick structure to return. A combination of KLFields enumeratio. If not specified, return all fields
optional bytes nextReqKey = 8; //Paging request key
optional bool extendedTime = 9; //Whether to get the pre-market and after-hours currently only supports timeframes of 60-minutes and below.
optional int32 session = 10; //Get non-regular data of US stocks, currently only supports timeframes of 60-minutes and below.
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data
optional bytes nextReqKey = 3; //Paging request key.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotRequestHistoryKL(){
const { RetType } = Common
const { RehabType, KLType, SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
rehabType: RehabType.RehabType_None,
klType: KLType.KLType_Day,
security:{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
beginTime: "2021-08-05",
endTime: "2021-08-10",
},
};
websocket.RequestHistoryKL(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("HistoryKL: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
OwnerPlate: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-08-05 00:00:00",
"isBlank": false,
"highPrice": 464.4,
"openPrice": 452.6,
"lowPrice": 432.6,
"closePrice": 439,
"lastClosePrice": 456.8,
"volume": "58625939",
"turnover": 26193545519,
"turnoverRate": 0.00611,
"pe": 22.137,
"changeRate": -3.896672504378286,
"timestamp": 1628092800
}, {
"time": "2021-08-06 00:00:00",
"isBlank": false,
"highPrice": 460.4,
"openPrice": 444.8,
"lowPrice": 440,
"closePrice": 453.6,
"lastClosePrice": 439,
"volume": "42946505",
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"pe": 22.873,
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"timestamp": 1628179200
}, {
"time": "2021-08-09 00:00:00",
"isBlank": false,
"highPrice": 472.4,
"openPrice": 447.8,
"lowPrice": 442.6,
"closePrice": 461.6,
"lastClosePrice": 453.6,
"volume": "40956433",
"turnover": 18847164570,
"turnoverRate": 0.00427,
"pe": 23.276,
"changeRate": 1.763668430335097,
"timestamp": 1628438400
}, {
"time": "2021-08-10 00:00:00",
"isBlank": false,
"highPrice": 493,
"openPrice": 478,
"lowPrice": 473.2,
"closePrice": 486.2,
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"volume": "40881986",
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}]
}
stop
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Interface Restrictions
- Candlestick data with timeframes of 60 minutes and below, is only supported for the last 8 years. Daily candlestick data is supported for the last 20 years. Daily above candlestick data is not restricted.
- We will issue historical candlestick quota based on your account assets and transaction conditions. Therefore, you can only obtain historical candlestick data for a limited number of stocks within 30 days. For specific rules, please refer to Subscription Quota & Historical Candlestick Quota. The historical candlestick quota you consume on that day will be automatically released after 30 days.
- A maximum of 60 requests per 30 seconds. Note: If you obtain data by page, this frequency limit rule is only applicable to the first time calling the interface, and subsequent pages request frequency is unlimited.
- Change rate, only supports timeframes of daily and above.
- Options related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes.
- The pre-market, after-hours and overnight candlestick of US stocks, only supports timeframes of 60 minutes and below. Since the pre-market, after-hours and overnight session of the US stock market are irregular trading hours, the candlestick data for this period may be less than 2 years.
- Turnover of US stocks, only supports data after 2015-10-12.